Global $C^1$ Regularity of the Value Function in Optimal Stopping Problems (2018)

First Author: De Angelis T

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1812.04564

Publication URI: https://arxiv.org/abs/1812.04564

Type: Preprint